Sensitivity of operational risk’s regulatory capital and measurement accuracy in the Weibull distribution

ZHANG Ming-shan, TANG Xiao-wo, MO Jian-ming

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (8) : 1932-1943.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (8) : 1932-1943. DOI: 10.12011/1000-6788(2014)8-1932

Sensitivity of operational risk’s regulatory capital and measurement accuracy in the Weibull distribution

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(8): 1932-1943 https://doi.org/10.12011/1000-6788(2014)8-1932

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